+166.0%
CVX vs EL
-67.4%
+233.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | +13.4% | +15.5% | -2.1% | +11.6% |
| 3M | +11.8% | +20.6% | -8.7% | +9.4% |
| 6M | +12.4% | +10.5% | +2.0% | +10.7% |
| YTD | +41.5% | -1.9% | +43.4% | +40.8% |
| 1Y | +41.6% | +16.1% | +25.5% | +37.0% |
| 3Y | +42.2% | -30.2% | +72.5% | +42.7% |
| 5Y | +166.0% | -67.4% | +233.4% | +205.7% |
| All | +166.0% | -67.4% | +233.4% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling